Hi
When Apple Watch is on the charger and connected to power, it cannot be turned off; that is normal and the Power slider is not supposed to work.
If the Apple Watch has not yet been erased, then follow the instructions here, under the heading "Erase your Apple Watch":
Unpair your Apple Watch and iPhone - Apple Support
The watch may also be protected by Activation Lock. If so, ask the previous owner to follow the instructions here:
About Activation Lock on your Apple Watch - Apple Support
To pair and set up the Apple Watch with a compatible model of iPhone, follow the instructions here:
Set up your Apple Watch - Apple Support
If you still need assistance, then I suggest that you contact Apple Support via the link in the previous article. If the watch is faulty, then I suggest that you consider returning it for a refund.